15 citations · 25 across the 19 of their papers we have counts for
21 papers
Large-scale empirical tuning and comparison of default optimizers for variational inference
Trevor Campbell, Jonathan H. Huggins, Kyurae Kim +1
Black-box variational inference (BBVI) is a methodology for posterior approximation that relies on stochastic optimization. In practice, the stochastic optimizers underpinning BBVI…
A Theoretical Comparison of No-U-Turn Sampler Variants: Necessary and Sufficient Convergence Conditions and Mixing Time Analysis under Gaussian Targets
Samuel Gruffaz, Kyurae Kim, Fares Guehtar +2
The No-U-Turn Sampler (NUTS) is the computational workhorse of modern Bayesian software libraries, yet its qualitative and quantitative convergence guarantees were established only…
Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Space
Kyurae Kim, Qiang Fu, Yi-An Ma +2
For approximating a target distribution given only its unnormalized log-density, stochastic gradient-based variational inference (VI) algorithms are a popular approach. For example…
Purely Agent-Driven Black-Box Optimization for Biological Design
Natalie Maus, Yimeng Zeng, Haydn Thomas Jones +11
Many key challenges in biological design -- such as small-molecule drug discovery, antimicrobial peptide development, and protein engineering -- can be framed as black-box optimiza…
Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdamped
Kyurae Kim, Samuel Gruffaz, Ji Won Park +1
Simulating the kinetic Langevin dynamics is a popular approach for sampling from distributions, where only their unnormalized densities are available. Various discretizations of th…
Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference
Kyurae Kim, Yi-An Ma, Trevor Campbell +1
We prove that, given a mean-field location-scale variational family, black-box variational inference (BBVI) with the reparametrization gradient converges at a rate that is nearly i…
Personalized Convolutional Dictionary Learning of Physiological Time Series
Axel Roques, Samuel Gruffaz, Kyurae Kim +2
Human physiological signals tend to exhibit both global and local structures: the former are shared across a population, while the latter reflect inter-individual variability. For…
Tuning Sequential Monte Carlo Samplers via Greedy Incremental Divergence Minimization
Kyurae Kim, Zuheng Xu, Jacob R. Gardner +1
The performance of sequential Monte Carlo (SMC) samplers heavily depends on the tuning of the Markov kernels used in the path proposal. For SMC samplers with unadjusted Markov kern…
Covering Multiple Objectives with a Small Set of Solutions Using Bayesian Optimization
Natalie Maus, Kyurae Kim, Yimeng Zeng +5
In multi-objective black-box optimization, the goal is typically to find solutions that optimize a set of black-box objective functions, , simultaneously. Trad…
Bayesian Wideband Signal Detection via Source Signal Marginalization and RJMCMC
Kyurae Kim, Philip T. Clemson, James P. Reilly +2
Consider an array receiving unknown wideband signals from an unknown number of sources . Wideband signals can occupy arbitrarily wide bandwidths, rendering demodulation-based ap…
Approximation-Aware Bayesian Optimization
Natalie Maus, Kyurae Kim, Geoff Pleiss +3
High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse…
Demystifying SGD with Doubly Stochastic Gradients
Kyurae Kim, Joohwan Ko, Yi-An Ma +1
Optimization objectives in the form of a sum of intractable expectations are rising in importance (e.g., diffusion models, variational autoencoders, and many more), a setting also…
Stochastic Approximation with Biased MCMC for Expectation Maximization
Samuel Gruffaz, Kyurae Kim, Alain Oliviero Durmus +1
The expectation maximization (EM) algorithm is a widespread method for empirical Bayesian inference, but its expectation step (E-step) is often intractable. Employing a stochastic…
Provably Scalable Black-Box Variational Inference with Structured Variational Families
Joohwan Ko, Kyurae Kim, Woo Chang Kim +1
Variational families with full-rank covariance approximations are known not to work well in black-box variational inference (BBVI), both empirically and theoretically. In fact, rec…
Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?
Kyurae Kim, Yian Ma, Jacob R. Gardner
We prove that black-box variational inference (BBVI) with control variates, particularly the sticking-the-landing (STL) estimator, converges at a geometric (traditionally called "l…
The Behavior and Convergence of Local Bayesian Optimization
Kaiwen Wu, Kyurae Kim, Roman Garnett +1
A recent development in Bayesian optimization is the use of local optimization strategies, which can deliver strong empirical performance on high-dimensional problems compared to t…
On the Convergence of Black-Box Variational Inference
Kyurae Kim, Jisu Oh, Kaiwen Wu +2
We provide the first convergence guarantee for full black-box variational inference (BBVI), also known as Monte Carlo variational inference. While preliminary investigations worked…
Practical and Matching Gradient Variance Bounds for Black-Box Variational Bayesian Inference
Kyurae Kim, Kaiwen Wu, Jisu Oh +1
Understanding the gradient variance of black-box variational inference (BBVI) is a crucial step for establishing its convergence and developing algorithmic improvements. However, e…
Adaptive Bayesian Beamforming for Imaging by Marginalizing the Speed of Sound
Kyurae Kim, Simon Maskell, Jason F. Ralph
Imaging methods based on array signal processing often require a fixed propagation speed of the medium, or speed of sound (SoS) for methods based on acoustic signals. The resolutio…
A Probabilistic Machine Learning Approach to Scheduling Parallel Loops with Bayesian Optimization
Kyurae Kim, Youngjae Kim, Sungyong Park
This paper proposes Bayesian optimization augmented factoring self-scheduling (BO FSS), a new parallel loop scheduling strategy. BO FSS is an automatic tuning variant of the factor…
Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradients
Kyurae Kim, Jisu Oh, Jacob R. Gardner +2
Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient descent (SGD) is challenging since its gradient is defined as an integral over the posterior. Rec…